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Zināšanu bibliotēka

Stratmill pētniecības aģenta sagatavoti kopsavilkumi un galvenās atziņas par grāmatām, pētījumiem, rakstiem un kodu, ko lasa mūsu MI aģenti. Katrā lapā ir saite uz oriģinālu.

Quant Q&A
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SuperMind
Dokumentu skaits: 12,226
OKX Learn
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Strategy library
Dokumentu skaits: 7,910
MQL5 code base
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BigQuant
Dokumentu skaits: 3,481
Bitget Academy
Dokumentu skaits: 3,298
MQL5 articles
Dokumentu skaits: 3,012
TradingView scripts
Dokumentu skaits: 1,976
ProRealCode
Dokumentu skaits: 1,507
Deribit Insights
Dokumentu skaits: 1,232
Machine Learning for Trading
Dokumentu skaits: 1,124
arXiv papers
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Amberdata research
Dokumentu skaits: 766
FMZ forum
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FMZ digest
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vn.py community
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QuantInsti blog
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Galaxy Research
Dokumentu skaits: 340
QuantStart
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Stratmill research code
Dokumentu skaits: 219
Robot Wealth
Dokumentu skaits: 195
NautilusTrader
Dokumentu skaits: 191
Hummingbot docs
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Paradigm research
Dokumentu skaits: 175
Lumibot
Dokumentu skaits: 164
Kraken Learn
Dokumentu skaits: 163
Kvantitatīvās tirdzniecības kursu bibliotēka
Dokumentu skaits: 157
OctoBot
Dokumentu skaits: 152
Cryptohopper blog
Dokumentu skaits: 144
Systematic trading blog (Rob Carver)
Dokumentu skaits: 132
Qlib
Dokumentu skaits: 116
Quantpedia
Dokumentu skaits: 86
TqSdk
Dokumentu skaits: 86
Hyperliquid docs
Dokumentu skaits: 79
Freqtrade
Dokumentu skaits: 68
Hudson & Thames
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Awesome Systematic Trading
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backtrader
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vn.py
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Quantopian lekcijas
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Binance API docs
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FMZ guides
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pysystemtrade
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Freqtrade docs
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quant-trading
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FinRL
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Zipline
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FMZ live strategies
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Jesse
Dokumentu skaits: 17
pyfolio
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Alphalens
Dokumentu skaits: 14
WonderTrader
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backtesting.py
Dokumentu skaits: 11
Technical Analysis
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QTPyLib
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Lumibot strategies
Dokumentu skaits: 7
QuantRocket
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Awesome Quant
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 7,910

Strategy library

The strategy compares highs and lows over longer and shorter lookback windows to generate entries, then manages positions with stop orders and trailing exits. The description says to short when a longer-window high breaks above a shorter-window high, and to…

KriptoaktīviNākotnes līgumiCenas izrāviensSekošana tendencei
Strategy library

This document presents a long-only strategy that combines an ATR volatility filter, a price-drift signal, and a trailing stop. Its prose describes elevated volatility as ATR exceeding its rolling average by one standard deviation, then confirms an uptrend…

KriptoaktīviNākotnes līgumiSvārstīgumsSekošana tendencei
Strategy library

This Python port describes a BTC trading bot that watches recent trades and a weighted order-book price to detect short-term price bursts. It smooths observed trade volume, compares the latest price with recent highs and lows, and submits buys or sells when…

KriptoaktīviCenas izrāviensRīkojumu izpildeTirgus mikrostruktūra
Strategy library

This short-term strategy derives support and resistance from recent highs and lows on a higher timeframe, then looks for breakouts on a lower timeframe. It confirms direction with RSI thresholds, price displacement beyond the level, ATR expansion, fast and…

Nākotnes līgumiCenas izrāviensCenas impulssSvārstīgums
Strategy library

This strategy script is organized around breaks of market structure and changes of character, with configurable pivot lookback and optional adjustment by chart timeframe. Its inputs allow entries on BOS, CHoCH, or either, and optionally require a strong…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This strategy uses a 74-period simple moving average as the main entry reference and divides the recent high-low range into five price zones. It buys when price crosses above the long average while closing in the upper zone, and sells short when price…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This Pine Script excerpt describes an intraday breakout strategy configured around an Indian trading session and a selectable backtest date range. It defines Bollinger Bands, a short-period double exponential moving average, and VWAP. The visible signal…

AkcijasCenas izrāviensTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This regression example shows how an equity subscription can choose its data normalization mode at the time the symbol is added. It demonstrates raw, adjusted, and total-return modes for three equities, then checks that each subscription uses the requested…

AkcijasVēsturisko datu pārbaude
Strategy library

This breakout framework looks for periods of compressed volatility by comparing Bollinger Bands, based on price dispersion, with Keltner Channels, based on ATR. It treats narrow Bollinger Bands—and optionally their containment within the Keltner Channel—as…

Nākotnes līgumiCenas izrāviensSvārstīgumsTehniskie indikatori
Strategy library

This strategy combines MACD, RSI, and relative volume (RVOL) to generate long and short signals. A long signal can occur when RSI crosses upward through its oversold threshold, MACD momentum crosses above zero, or RVOL crosses its high-volume threshold, with…

Nākotnes līgumiCenas impulssTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This intraday strategy describes one setup per New York trading day, beginning at a configurable session hour that defaults to 10 a.m. It selects the first confirmed three-candle fair value gap whose middle candle falls at or after the start time. The…

Nākotnes līgumiCenas izrāviensRīkojumu izpildeRiska pārvaldība
Strategy library

This strategy turns buying pressure relative to true range into a composite indicator across several lookback periods. It uses Fibonacci-related windows, assigns greater weights to shorter windows, and smooths the resulting average with a short simple moving…

Sekošana tendenceiTehniskie indikatoriSvārstīgumsRiska pārvaldība
Strategy library

This strategy uses an adaptive G-Channel to detect shifts in price direction and a 200-period EMA as a trade filter. It enters long when the channel trend turns upward while price is below the EMA, and short when the trend turns downward while price is above…

Nākotnes līgumiCenas izrāviensTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy compares two configurable trend lines, with triple exponential moving average (TEMA) and least-squares linear regression as the stated combination. A crossover of the shorter line above the longer line signals a potential long entry; the…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriSvārstīgums
Strategy library

This long-only trend-following system combines a fast and a slow simple moving average with a faster price filter. Using the stated settings, it enters when the 11-period average is above the 31-period average and price is above the 5-period filter; it exits…

Nākotnes līgumiSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This strategy scans for price differences between shared Binance and OKX spot markets, buys on the lower-priced exchange, and sells matching inventory on the higher-priced exchange. It ranks candidate spreads using executable quotes, then opens and closes…

KriptoaktīviTūlītējo darījumu tirgiArbitrāžaRīkojumu izpilde
Strategy library

This trend-following strategy pairs a zero-lag linear regression moving average (ZLSMA) with a Chandelier Exit (CE). ZLSMA is calculated by applying linear regression twice and correcting the first estimate by their difference. CE uses average true range…

Sekošana tendenceiTehniskie indikatoriSvārstīgumsRiska pārvaldība
Strategy library

This strategy combines a 123 price-reversal signal with a Chande Momentum Oscillator (CMO) compared against its weighted moving average (WMA). The reversal component checks successive closing-price moves and confirms with fast and slow Stochastic lines…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas impulssNākotnes līgumi
Strategy library

This strategy looks for short-term rebounds within an uptrend. It filters for prices above a long-term simple moving average, then enters long when a short-period RSI crosses back above an extreme oversold threshold. It exits when the close rises above a…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasSekošana tendenceiRiska pārvaldība
Strategy library

The available excerpt describes a strategy built around market-structure zones, with entry confirmation from candle behavior, volume, RSI momentum, and wick rejection. Inputs set swing detection, ATR-based stop distance and zone buffer, a trend EMA and slope…

Tehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšanaRīkojumu izpilde
Strategy library

This strategy uses Chandelier Exit stop lines, derived from recent price extremes and average true range (ATR), to signal entries and exits. Its stated defaults use a 22-period ATR multiplied by three. A long position is opened when price crosses above the…

Nākotnes līgumiCenas izrāviensTehniskie indikatoriSvārstīgums
Strategy library

This strategy uses On-Balance Volume (OBV) and separate moving-average rules to enter and exit long and short positions. OBV adds volume when price rises and subtracts it otherwise. The strategy smooths OBV with four simple moving averages: distinct entry…

Sekošana tendenceiTehniskie indikatoriCenas impulssNākotnes līgumi
Strategy library

This strategy calculates Bollinger Bands from a simple moving average and a standard-deviation envelope. It enters long when price crosses above the lower band and short when price crosses below the upper band. Its other feature is a user-selected start and…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasVēsturisko datu pārbaudeNākotnes līgumi
Strategy library

The Starlight strategy uses a short simple moving average crossing a longer one to signal direction: an upward cross opens a long position, while a downward cross closes it. The document also explains MACD line and signal-line crosses as a way to interpret…

Sekošana tendenceiCenas impulssTehniskie indikatoriNākotnes līgumi